The first "tale" would fall within the collection The Coming of Conan, the second between that volume and the collection Conan the Barbarian, the third within Conan the Barbarian, and the fourth between that volume and the collection The Sword of Conan.
Arthur Conan Doyle | Late Night with Conan O'Brien | Conan the Barbarian | Conan O'Brien | Sir Arthur Conan Doyle | The Tales of Hoffmann | Conan | Tales of the Unexpected | Unfinished Tales | The Canterbury Tales | Tales from the Crypt (TV series) | Tales from the Crypt | Weird Tales | Tales of the Unexpected (TV series) | Tales from the Cryptkeeper | Conan the Barbarian (1982 film) | The Tonight Show with Conan O'Brien | Tales of the Riverbank | Strange Tales | Conan the Destroyer | Tales of the City | Tales of Suspense | Leatherstocking Tales | Bugs Bunny's 3rd Movie: 1001 Rabbit Tales | The Happy Prince and Other Tales | Tales of Monkey Island | Tales from the Darkside | Tales from Earthsea | Ox-Tales | Modern Tales |